TESTING/EIG/ssvdch.f(3)
π TESTING/EIG/ssvdch.f
okay BESTIE, this is a page from the Library Functions Manual and it's serving TESTING/EIG/ssvdch.f realness. The subroutine in the spotlight is ssvdch, aka SSVDCH, and it's here to vibe-check whether your computed singular values are accurate. πβ¨
π NAME π
TESTING/EIG/ssvdch.f
πΈ SYNOPSIS πΈ
β¨ Functions/Subroutines β¨
subroutine ssvdch (n, s, e, svd, tol, info)βSSVDCH
π¦ Function/Subroutine Documentation π¦
π
subroutine ssvdch (integer n, real, dimension( * ) s, real, dimension( * ) e, real, dimension( * ) svd, real tol, integer info)
SSVDCH
π― Purpose:
okay so SSVDCH checks to see if SVD(1) ,..., SVD(N) are accurate singular values of the bidiagonal matrix B with diagonal entries S(1) ,..., S(N) and superdiagonal entries E(1) ,..., E(N-1)). It does this by expanding each SVD(I) into an interval [SVD(I) * (1-EPS) , SVD(I) * (1+EPS)], merging overlapping intervals if any, and using Sturm sequences to count and verify whether each resulting interval has the correct number of singular values (using SSVDCT). Here EPS=TOL*MAX(N/10,1)*MACHEP, where MACHEP is the machine precision. The routine assumes the singular values are sorted with SVD(1) the largest and SVD(N) smallest. If each interval contains the correct number of singular values, INFO = 0 is returned; otherwise INFO is the index of the first singular value in the first bad interval. π₯
π¦ Parameters
NβNisINTEGER; the dimension of the bidiagonal matrixB. πSβSisREAL array, dimension (N); the diagonal entries of the bidiagonal matrixB. πEβEisREAL array, dimension (N-1); the superdiagonal entries of the bidiagonal matrixB. π¦SVDβSVDisREAL array, dimension (N); the computed singular values to be checked. βTOLβTOLisREAL; error tolerance for checking, a multiplier of the machine precision. πINFOβINFOisINTEGER:=0if the singular values are all correct (to within1 +- TOL*MACHEPS)>0if the interval containing theINFO-th singular value contains the incorrect number of singular values. π
π Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π Definition at line 96 of file ssvdch.f.
π Author
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